American Mutual Fund Alpha and Beta Analysis

AMFCX -  USA Fund  

USD 50.00  0.10  0.20%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as American Mutual. It also helps investors analyze the systematic and unsystematic risks associated with investing in American Mutual over a specified time horizon. Remember, high American Mutual's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please continue to American Mutual Backtesting, Portfolio Optimization, American Mutual Correlation, American Mutual Hype Analysis, American Mutual Volatility, American Mutual History and analyze American Mutual Performance.

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Please note that although American Mutual alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, American Mutual did 0.036663  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of American Mutual fund's relative risk over its benchmark. American Mutual has a beta of 0.0327  . Let's try to break down what American's beta means in this case. As returns on the market increase, returns on owning American Mutual are expected to decrease at a much lower rate. During the bear market, American Mutual is likely to outperform the market.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

American Mutual Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. American Mutual market risk premium is the additional return an investor will receive from holding American Mutual long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in American Mutual. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate American Mutual's performance over market.
α0.036663   β-0.03
90 days against DJI

American Mutual expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of American Mutual's Buy-and-hold return. Our buy-and-hold chart shows how American Mutual performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

American Mutual Market Price Analysis

Market price analysis indicators help investors to evaluate how American Mutual mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading American Mutual shares will generate the highest return on investment. By understating and applying American Mutual mutual fund market price indicators, traders can identify American Mutual position entry and exit signals to maximize returns.

American Mutual Return and Market Media

The median price of American Mutual for the period between Tue, May 4, 2021 and Mon, Aug 2, 2021 is 49.59 with a coefficient of variation of 0.8. The daily time series for the period is distributed with a sample standard deviation of 0.4, arithmetic mean of 49.49, and mean deviation of 0.32. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Dividend Announcement per share - Dividend Investor06/16/2021

About American Mutual Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in American Mutual has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

American Mutual Investors Sentiment

The influence of American Mutual's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in American. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - AMFCX

American Mutual Investor Sentiment

Most of Macroaxis users are presently bullish on American Mutual. What is your sentiment towards investing in American Mutual? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please continue to American Mutual Backtesting, Portfolio Optimization, American Mutual Correlation, American Mutual Hype Analysis, American Mutual Volatility, American Mutual History and analyze American Mutual Performance. Note that the American Mutual information on this page should be used as a complementary analysis to other American Mutual's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for American Mutual Fund analysis

When running American Mutual price analysis, check to measure American Mutual's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy American Mutual is operating at the current time. Most of American Mutual's value examination focuses on studying past and present price action to predict the probability of American Mutual's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move American Mutual's price. Additionally, you may evaluate how the addition of American Mutual to your portfolios can decrease your overall portfolio volatility.
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American Mutual technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of American Mutual technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of American Mutual trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...